Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 0.226516 0.243996 0.262742 0.284437 0.308977 0.336019 0.368276
2025-12-28 0.206046 0.229279 0.255490 0.287561 0.326176 0.371748 0.430489
2026-01-04 0.193750 0.221095 0.253204 0.294313 0.346493 0.411908 0.502503
2026-01-11 0.180031 0.209318 0.244756 0.291742 0.353944 0.435902 0.556644
2026-01-18 0.171613 0.202914 0.241837 0.295150 0.368613 0.470266 0.629806
2026-01-25 0.159568 0.190864 0.230523 0.286104 0.364938 0.478049 0.664401
2026-02-01 0.148935 0.179828 0.219590 0.276388 0.358939 0.481145 0.691357
2026-02-08 0.142160 0.173342 0.214135 0.273599 0.362335 0.498310 0.743942
2026-02-15 0.139371 0.171890 0.215247 0.279987 0.379720 0.539201 0.845922
2026-02-22 0.134488 0.167284 0.211643 0.279102 0.385622 0.561820 0.918616
2026-03-01 0.129634 0.162442 0.207372 0.276813 0.388909 0.580143 0.986627
2026-03-08 0.124617 0.157118 0.202097 0.272567 0.388495 0.591655 1.042677
2026-03-15 0.119613 0.151713 0.196591 0.267855 0.387312 0.602434 1.102092
2026-03-22 0.117508 0.150302 0.196815 0.272103 0.401792 0.644925 1.250122
2026-03-29 0.116240 0.150003 0.198628 0.278972 0.421549 0.701176 1.456163
2026-04-05 0.112772 0.146344 0.195164 0.276903 0.424791 0.723679 1.577560
2026-04-12 0.110860 0.144874 0.194943 0.280189 0.438316 0.770761 1.796861
2026-04-19 0.106319 0.139333 0.188169 0.271887 0.428780 0.764129 1.834465
2026-04-26 0.101880 0.133806 0.181214 0.262916 0.417262 0.751492 1.847329
2026-05-03 0.099158 0.130768 0.178044 0.260342 0.418215 0.768794 1.981128
2026-05-10 0.098491 0.130788 0.179682 0.266268 0.436811 0.832693 2.343045
2026-05-17 0.096401 0.128564 0.177626 0.265451 0.441373 0.861726 2.577332
2026-05-24 0.094150 0.126017 0.174942 0.263331 0.442968 0.883191 2.793593